0001145549-19-020717.txt : 20190708 0001145549-19-020717.hdr.sgml : 20190708 20190708112351 ACCESSION NUMBER: 0001145549-19-020717 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190708 DATE AS OF CHANGE: 20190708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 19944579 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 0000777535 S000005087 Money Market Account C000154494 Class R1 QCMMRX C000154495 Class R2 QCMMPX C000154496 Class R3 QCMMIX N-MFP2 1 primary_doc.xml N-MFP2 0000777535 XXXXXXXX 2019-06-30 0000777535 S000005087 3 N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Baltimore MD Teachers Insurance and Annuity Association None N N Y Exempt Government N 43 91 2450728808.88 2623294169.52 2525244184.98 2517720625.47 6749213110.43 6687154035.98 6588952713.45 6471306290.83 0.00 0.2495 0.2657 0.2555 0.2533 0.6871 0.6772 0.6667 0.6511 0.0000 93829.86 9932806377.47 9931186617.22 7517650.22 47224733.88 9891573363.42 376455492.1300 1.0000 0.0237 26.2477 26.2575 26.2700 26.2798 0.0000 C000154494 1.00 1913853289.70 73430756.1080 26.0377 26.0478 26.0592 26.0676 0.0000 20000551.30 17547008.21 70570298.24 12935994.74 14680230.82 18005778.64 11062427.76 19362248.49 0.00 0.00 116313508.12 67851030.08 0.0192 N C000154495 1.00 2918677088.85 111067480.5020 26.2494 26.2605 26.2730 26.2827 0.0000 25669717.55 27980465.36 16377338.77 26848050.13 20230636.84 17561189.86 23875550.07 15947793.05 0.00 0.00 86153243.23 88337498.40 0.0211 N C000154496 1.00 5059042984.87 191957255.5200 26.3252 26.3366 26.3493 26.3594 0.0000 55543274.07 54739962.44 32462394.59 32535224.16 41585387.20 35931303.67 36823577.34 31161189.65 0.00 0.00 166414633.20 154367679.92 0.0215 N Federal Home Loan Bank Federal Home Loan Bank 2.343000% 3130ABSB3 2549001DPIFGXC1TOL40 US3130ABSB33 U.S. Government Agency Debt Y 2019-07-12 2019-07-12 2019-07-12 N N N 0.0236 44999518.05 44999518.05 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.201000% 3130ADKQ4 2549001DPIFGXC1TOL40 US3130ADKQ40 U.S. Government Agency Debt Y 2019-07-03 2020-01-30 2020-01-30 N N N 0.0222 8298021.36 8298021.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.480000% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 U.S. Government Agency Debt Y 2019-06-29 2019-09-10 2019-09-10 N N N 0.0247 19000174.23 19000174.23 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.455000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2019-07-01 2020-06-19 2020-06-19 N N N 0.0249 29991172.80 29991172.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.475000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2019-07-01 2020-09-28 2020-09-28 N N N 0.0250 27989538.92 27989538.92 0.0028 N N N N Federal Agricultural Mortgage Corp. 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P-1 Standard and Poor's Ratings Services A-1+ 2019-07-29 2019-07-29 2019-07-29 N N N 0.0223 12908873.64 12908873.64 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JU4 2549001DPIFGXC1TOL40 US313384JU40 U.S. Government Agency Debt Y 2019-07-30 2019-07-30 2019-07-30 N N N 0.0223 38930883.42 38930883.42 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JV2 2549001DPIFGXC1TOL40 US313384JV23 313384JV2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2019-08-05 2019-08-05 2019-08-05 N N N 0.0225 19857242.66 19857242.66 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384KB4 2549001DPIFGXC1TOL40 US313384KB40 U.S. Government Agency Debt Y 2019-08-06 2019-08-06 2019-08-06 N N N 0.0225 9010043.70 9010043.70 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 313384KC2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2019-08-30 2019-08-30 2019-08-30 N N N 0.0225 58981946.86 58981946.86 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0220 10957760.00 10957760.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LG2 2549001DPIFGXC1TOL40 US313384LG28 313384LG2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 43828400.00 43828400.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LM9 2549001DPIFGXC1TOL40 US313384LM95 313384LM9 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-09 2019-09-09 2019-09-09 N N N 0.0220 32662240.00 32662240.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y 2019-09-10 2019-09-10 2019-09-10 N N N 0.0220 39829600.00 39829600.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 313384LP2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-11 2019-09-11 2019-09-11 N N N 0.0220 80152240.00 80152240.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y 2019-09-13 2019-09-13 2019-09-13 N N N 0.0220 136564947.44 136564947.44 0.0138 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 313384LV9 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-17 2019-09-17 2019-09-17 N N N 0.0220 29859600.00 29859600.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 313384LW7 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0220 88080510.00 88080510.00 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y 2019-09-20 2019-09-20 2019-09-20 N N N 0.0220 144767991.50 144767991.50 0.0146 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 313384MB2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-23 2019-09-23 2019-09-23 N N N 0.0220 125320186.80 125320186.80 0.0127 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 313384MJ5 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0220 82546820.00 82546820.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MM8 2549001DPIFGXC1TOL40 US313384MM86 U.S. Government Agency Debt Y 2019-10-03 2019-10-03 2019-10-03 N N N 0.0217 49721916.50 49721916.50 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396HR7 S6XOOCT0IEG5ABCC6L87 US313396HR76 U.S. Government Agency Debt Y 2019-07-03 2019-07-03 2019-07-03 N N N 0.0223 89989000.20 89989000.20 0.0091 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396HW6 S6XOOCT0IEG5ABCC6L87 US313396HW61 313396HW6 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0223 29987166.60 29987166.60 0.0030 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LF8 S6XOOCT0IEG5ABCC6L87 US313396LF82 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0220 14404473.60 14404473.60 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LG6 S6XOOCT0IEG5ABCC6L87 US313396LG65 U.S. Government Agency Debt Y 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 60906534.50 60906534.50 0.0062 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LH4 S6XOOCT0IEG5ABCC6L87 US313396LH49 U.S. Government Agency Debt Y 2019-09-05 2019-09-05 2019-09-05 N N N 0.0220 49802000.00 49802000.00 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396LQ4 S6XOOCT0IEG5ABCC6L87 US313396LQ48 313396LQ4 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0220 19912400.00 19912400.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MC4 S6XOOCT0IEG5ABCC6L87 US313396MC43 U.S. Government Agency Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0220 49008774.00 49008774.00 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MM2 S6XOOCT0IEG5ABCC6L87 US313396MM25 313396MM2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-03 2019-10-03 2019-10-03 N N N 0.0217 86898993.47 86898993.47 0.0088 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MN0 S6XOOCT0IEG5ABCC6L87 US313396MN08 313396MN0 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-04 2019-10-04 2019-10-04 N N N 0.0217 49718958.50 49718958.50 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396MR1 S6XOOCT0IEG5ABCC6L87 US313396MR12 313396MR1 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2019-10-07 2019-10-07 N N N 0.0217 19884033.40 19884033.40 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NB5 S6XOOCT0IEG5ABCC6L87 US313396NB50 313396NB5 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-17 2019-10-17 2019-10-17 N N N 0.0217 99361000.00 99361000.00 0.0100 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NC3 S6XOOCT0IEG5ABCC6L87 US313396NC34 313396NC3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-18 2019-10-18 2019-10-18 N N N 0.0217 29806524.90 29806524.90 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NF6 S6XOOCT0IEG5ABCC6L87 US313396NF64 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0217 19867466.60 19867466.60 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NG4 S6XOOCT0IEG5ABCC6L87 US313396NG48 313396NG4 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-22 2019-10-22 2019-10-22 N N N 0.0217 19866283.40 19866283.40 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NP4 S6XOOCT0IEG5ABCC6L87 US313396NP47 313396NP4 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-29 2019-10-29 2019-10-29 N N N 0.0218 39716000.00 39716000.00 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NV1 S6XOOCT0IEG5ABCC6L87 US313396NV15 313396NV1 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-11-04 2019-11-04 2019-11-04 N N N 0.0214 104228250.00 104228250.00 0.0105 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396NZ2 S6XOOCT0IEG5ABCC6L87 US313396NZ29 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0215 6549950.02 6549950.02 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396PD9 S6XOOCT0IEG5ABCC6L87 US313396PD98 U.S. Government Agency Debt Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0215 25538798.91 25538798.91 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396PL1 S6XOOCT0IEG5ABCC6L87 US313396PL15 U.S. Government Agency Debt Y 2019-11-19 2019-11-19 2019-11-19 N N N 0.0215 38051431.43 38051431.43 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.146000% 3133EH3E1 549300MS654K78GYF580 US3133EH3E18 U.S. Government Agency Debt Y 2019-07-02 2019-10-18 2019-10-18 N N N 0.0216 39999895.20 39999895.20 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.435000% 3133EH4P5 549300MS654K78GYF580 US3133EH4P55 U.S. Government Agency Debt Y 2019-07-01 2019-12-26 2019-12-26 N N N 0.0249 46987060.90 46987060.90 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.146000% 3133EH5L3 549300MS654K78GYF580 US3133EH5L33 U.S. Government Agency Debt Y 2019-07-02 2019-11-04 2019-11-04 N N N 0.0216 9999967.70 9999967.70 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.480000% 3133EHA29 549300MS654K78GYF580 US3133EHA297 U.S. Government Agency Debt Y 2019-07-01 2020-09-28 2020-09-28 N N N 0.0248 9499565.28 9499565.28 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHE33 549300MS654K78GYF580 US3133EHE331 U.S. Government Agency Debt Y 2019-07-01 2019-10-10 2019-10-10 N N N 0.0248 49992129.00 49992129.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.365000% 3133EHU92 549300MS654K78GYF580 US3133EHU923 U.S. Government Agency Debt Y 2019-07-01 2019-09-20 2019-09-20 N N N 0.0243 29997171.00 29997171.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420000% 3133EHVD2 549300MS654K78GYF580 US3133EHVD25 U.S. Government Agency Debt Y 2019-07-01 2019-08-16 2019-08-16 N N N 0.0240 50000805.50 50000805.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.425000% 3133EHZW6 549300MS654K78GYF580 US3133EHZW69 U.S. Government Agency Debt Y 2019-07-01 2019-09-25 2019-09-25 N N N 0.0247 57493279.98 57493279.98 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.206000% 3133EJ3Z0 549300MS654K78GYF580 US3133EJ3Z01 U.S. Government Agency Debt Y 2019-07-02 2020-12-28 2020-12-28 N N N 0.0223 24996272.75 24996272.75 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.206100% 3133EJ4L0 549300MS654K78GYF580 US3133EJ4L06 U.S. Government Agency Debt Y 2019-07-02 2020-08-04 2020-08-04 N N N 0.0227 24987527.75 24987527.75 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.388500% 3133EJ4M8 549300MS654K78GYF580 US3133EJ4M88 U.S. Government Agency Debt Y 2019-07-07 2020-01-07 2020-01-07 N N N 0.0240 49992073.50 49992073.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.540000% 3133EJE96 549300MS654K78GYF580 US3133EJE964 U.S. Government Agency Debt Y 2019-07-01 2020-07-09 2020-07-09 N N N 0.0246 50039448.50 50039448.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.151000% 3133EJMF3 549300MS654K78GYF580 US3133EJMF30 U.S. Government Agency Debt Y 2019-07-02 2020-01-27 2020-01-27 N N N 0.0217 49999785.00 49999785.00 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.630000% 3133EJQM4 549300MS654K78GYF580 US3133EJQM45 U.S. Government Agency Debt Y 2019-07-01 2020-05-29 2020-05-29 N N N 0.0245 21735037.04 21735037.04 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.590000% 3133EJRK7 549300MS654K78GYF580 US3133EJRK79 U.S. Government Agency Debt Y 2019-07-01 2019-12-11 2019-12-11 N N N 0.0238 10009391.70 10009391.70 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.520000% 3133EJXA2 549300MS654K78GYF580 US3133EJXA24 U.S. Government Agency Debt Y 2019-07-01 2020-02-20 2020-02-20 N N N 0.0251 80002651.20 80002651.20 0.0081 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.141000% 3133EJXB0 549300MS654K78GYF580 US3133EJXB07 U.S. Government Agency Debt Y 2019-07-02 2020-08-17 2020-08-17 N N N 0.0219 49978587.50 49978587.50 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.256000% 3133EKDP8 549300MS654K78GYF580 US3133EKDP85 U.S. Government Agency Debt Y 2019-07-02 2021-01-19 2021-01-19 N N N 0.0225 50017636.00 50017636.00 0.0051 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.432800% 3134GBYH9 S6XOOCT0IEG5ABCC6L87 US3134GBYH96 U.S. Government Agency Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0198 12000214.92 12000214.92 0.0012 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.311600% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y 2019-07-08 2019-08-08 2019-08-08 N N N 0.0231 80898732.30 80898732.30 0.0082 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.295600% 3134GSWD3 S6XOOCT0IEG5ABCC6L87 US3134GSWD36 U.S. Government Agency Debt Y 2019-08-27 2019-08-27 2019-08-27 N N N 0.0210 29999326.80 29999326.80 0.0030 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HP3 B1V7KEBTPIMZEU4LTD58 US313588HP35 313588HP3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0001 207910000.00 207910000.00 0.0210 N Y Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HR9 B1V7KEBTPIMZEU4LTD58 US313588HR90 U.S. Government Agency Debt Y 2019-07-03 2019-07-03 2019-07-03 N N N 0.0223 7362100.09 7362100.09 0.0007 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HW8 B1V7KEBTPIMZEU4LTD58 US313588HW85 313588HW8 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-08 2019-07-08 2019-07-08 N N N 0.0223 9995722.20 9995722.20 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HX6 B1V7KEBTPIMZEU4LTD58 US313588HX68 U.S. Government Agency Debt Y 2019-07-09 2019-07-09 2019-07-09 N N N 0.0223 24987777.75 24987777.75 0.0025 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HY4 B1V7KEBTPIMZEU4LTD58 US313588HY42 U.S. Government Agency Debt Y 2019-07-10 2019-07-10 2019-07-10 N N N 0.0223 53960305.50 53960305.50 0.0055 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588HZ1 B1V7KEBTPIMZEU4LTD58 US313588HZ17 U.S. Government Agency Debt Y 2019-07-11 2019-07-11 2019-07-11 N N N 0.0223 9993888.90 9993888.90 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JD8 B1V7KEBTPIMZEU4LTD58 US313588JD86 U.S. Government Agency Debt Y 2019-07-15 2019-07-15 2019-07-15 N N N 0.0223 61172618.34 61172618.34 0.0062 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JF3 B1V7KEBTPIMZEU4LTD58 US313588JF35 313588JF3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-17 2019-07-17 2019-07-17 N N N 0.0223 29970666.60 29970666.60 0.0030 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JH9 B1V7KEBTPIMZEU4LTD58 US313588JH90 U.S. Government Agency Debt Y 2019-07-19 2019-07-19 2019-07-19 N N N 0.0223 39956000.00 39956000.00 0.0040 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JM8 B1V7KEBTPIMZEU4LTD58 US313588JM85 U.S. Government Agency Debt Y 2019-07-23 2019-07-23 2019-07-23 N N N 0.0223 88356050.67 88356050.67 0.0089 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JN6 B1V7KEBTPIMZEU4LTD58 US313588JN68 U.S. Government Agency Debt Y 2019-07-24 2019-07-24 2019-07-24 N N N 0.0223 74894583.00 74894583.00 0.0076 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JQ9 B1V7KEBTPIMZEU4LTD58 US313588JQ99 U.S. Government Agency Debt Y 2019-07-26 2019-07-26 2019-07-26 N N N 0.0223 53583011.68 53583011.68 0.0054 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JT3 B1V7KEBTPIMZEU4LTD58 US313588JT39 U.S. Government Agency Debt Y 2019-07-29 2019-07-29 2019-07-29 N N N 0.0223 49914444.50 49914444.50 0.0050 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JU0 B1V7KEBTPIMZEU4LTD58 US313588JU02 313588JU0 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-30 2019-07-30 2019-07-30 N N N 0.0223 39929111.20 39929111.20 0.0040 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588JV8 B1V7KEBTPIMZEU4LTD58 US313588JV84 U.S. Government Agency Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0223 45698066.49 45698066.49 0.0046 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588KC8 B1V7KEBTPIMZEU4LTD58 US313588KC84 U.S. Government Agency Debt Y 2019-08-07 2019-08-07 2019-08-07 N N N 0.0225 31428451.22 31428451.22 0.0032 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588KK0 B1V7KEBTPIMZEU4LTD58 US313588KK01 U.S. Government Agency Debt Y 2019-08-14 2019-08-14 2019-08-14 N N N 0.0225 10262205.58 10262205.58 0.0010 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588KS3 B1V7KEBTPIMZEU4LTD58 US313588KS37 U.S. Government Agency Debt Y 2019-08-21 2019-08-21 2019-08-21 N N N 0.0225 39256707.91 39256707.91 0.0040 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588LW3 B1V7KEBTPIMZEU4LTD58 US313588LW30 313588LW3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0220 7107151.66 7107151.66 0.0007 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588MD4 B1V7KEBTPIMZEU4LTD58 US313588MD40 U.S. Government Agency Debt Y 2019-09-25 2019-09-25 2019-09-25 N N N 0.0220 17608668.00 17608668.00 0.0018 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.490000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-06-29 2019-10-30 2019-10-30 N N N 0.0242 20004484.60 20004484.60 0.0020 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.480000% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 U.S. Government Agency Debt Y 2019-06-29 2020-07-30 2020-07-30 N N N 0.0250 23994622.08 23994622.08 0.0024 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.495000% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 U.S. Government Agency Debt Y 2019-06-29 2020-10-30 2020-10-30 N N N 0.0246 15007782.90 15007782.90 0.0015 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.379000% 31422BAJ9 549300MS654K78GYF580 US31422BAJ98 U.S. Government Agency Debt Y 2019-08-01 2019-11-01 2019-11-01 N N N 0.0215 29996839.20 29996839.20 0.0030 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.550000% 31422BCE8 549300MS654K78GYF580 US31422BCE83 U.S. Government Agency Debt Y 2019-07-01 2020-05-19 2020-05-19 N N N 0.0258 34990688.60 34990688.60 0.0035 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.540000% 31422BCW8 549300MS654K78GYF580 US31422BCW81 U.S. Government Agency Debt Y 2019-07-01 2020-08-28 2020-08-28 N N N 0.0253 30001701.90 30001701.90 0.0030 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.470000% 31422BDQ0 549300MS654K78GYF580 US31422BDQ05 U.S. Government Agency Debt Y 2019-06-29 2020-03-18 2020-03-18 N N N 0.0250 64985759.15 64985759.15 0.0066 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.470000% 31422BEH9 549300MS654K78GYF580 US31422BEH96 U.S. Government Agency Debt Y 2019-07-01 2020-07-08 2020-07-08 N N N 0.0246 35012118.05 35012118.05 0.0035 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.480000% 31422BET3 549300MS654K78GYF580 US31422BET35 U.S. Government Agency Debt Y 2019-07-01 2020-07-06 2020-07-06 N N N 0.0245 25011278.00 25011278.00 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.480000% 31422BFX3 549300MS654K78GYF580 US31422BFX38 U.S. Government Agency Debt Y 2019-07-01 2020-09-01 2020-09-01 N N N 0.0248 43999760.20 43999760.20 0.0044 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.500000% 31422BGW4 549300MS654K78GYF580 US31422BGW46 U.S. Government Agency Debt Y 2019-06-29 2020-12-21 2020-12-21 N N N 0.0253 19991165.20 19991165.20 0.0020 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.490000% 31422BHG8 549300MS654K78GYF580 US31422BHG86 U.S. Government Agency Debt Y 2019-07-01 2020-10-01 2020-10-01 N N N 0.0252 24990605.75 24990605.75 0.0025 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.500000% 31422BHP8 549300MS654K78GYF580 US31422BHP85 U.S. Government Agency Debt Y 2019-07-02 2020-10-02 2020-10-02 N N N 0.0250 45000000.00 45000000.00 0.0045 N N N N U.S. Treasury Bill U.S. Treasury Bill 912796QR3 N.A. US912796QR39 U.S. Treasury Debt Y 2019-07-18 2019-07-18 2019-07-18 N N N 0.0206 141359695.41 141359695.41 0.0143 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796QV4 N.A. US912796QV41 U.S. Treasury Debt Y 2019-08-15 2019-08-15 2019-08-15 N N N 0.0210 31917299.84 31917299.84 0.0032 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RA9 N.A. US912796RA94 U.S. Treasury Debt Y 2019-09-12 2019-09-12 2019-09-12 N N N 0.0210 14837600.74 14837600.74 0.0015 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RF8 N.A. US912796RF81 U.S. Treasury Debt Y 2019-10-10 2019-10-10 2019-10-10 N N N 0.0213 97809143.74 97809143.74 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RM3 N.A. US912796RM33 U.S. Treasury Debt Y 2019-11-07 2019-11-07 2019-11-07 N N N 0.0210 116079930.86 116079930.86 0.0117 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0197 49989194.50 49989194.50 0.0051 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RZ4 N.A. US912796RZ46 U.S. Treasury Debt Y 2019-07-11 2019-07-11 2019-07-11 N N N 0.0197 149919090.00 149919090.00 0.0152 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SA8 N.A. US912796SA85 U.S. Treasury Debt Y 2019-07-25 2019-07-25 2019-07-25 N N N 0.0198 69909116.90 69909116.90 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SB6 N.A. US912796SB68 U.S. Treasury Debt Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0205 137335992.33 137335992.33 0.0139 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SC4 N.A. US912796SC42 U.S. Treasury Debt Y 2019-08-08 2019-08-08 2019-08-08 N N N 0.0207 39913866.80 39913866.80 0.0040 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SE0 N.A. US912796SE08 U.S. Treasury Debt Y 2019-08-22 2019-08-22 2019-08-22 N N N 0.0211 49850229.00 49850229.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SG5 N.A. US912796SG55 U.S. Treasury Debt Y 2019-09-05 2019-09-05 2019-09-05 N N N 0.0212 75310637.98 75310637.98 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SJ9 N.A. US912796SJ94 U.S. Treasury Debt Y 2019-09-19 2019-09-19 2019-09-19 N N N 0.0211 139354910.80 139354910.80 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SL4 N.A. US912796SL41 U.S. Treasury Debt Y 2019-10-03 2019-10-03 2019-10-03 N N N 0.0213 46544736.42 46544736.42 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SP5 N.A. US912796SP54 U.S. Treasury Debt Y 2019-10-24 2019-10-24 2019-10-24 N N N 0.0202 92311615.99 92311615.99 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SQ3 N.A. US912796SQ38 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0205 4136590.58 4136590.58 0.0004 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SW0 N.A. US912796SW06 U.S. Treasury Debt Y 2019-12-12 2019-12-12 2019-12-12 N N N 0.0209 56271750.34 56271750.34 0.0057 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VJ5 N.A. US912796VJ57 U.S. Treasury Debt Y 2019-07-02 2019-07-02 2019-07-02 N N N 0.0196 119993541.60 119993541.60 0.0121 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VL0 N.A. US912796VL04 U.S. Treasury Debt Y 2019-07-16 2019-07-16 2019-07-16 N N N 0.0210 24978479.25 24978479.25 0.0025 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VN6 N.A. US912796VN69 U.S. Treasury Debt Y 2019-07-30 2019-07-30 2019-07-30 N N N 0.0212 99831518.00 99831518.00 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VP1 N.A. US912796VP18 U.S. Treasury Debt Y 2019-08-06 2019-08-06 2019-08-06 N N N 0.0207 74847187.50 74847187.50 0.0076 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.144000% 9128283B4 N.A. US9128283B45 U.S. Treasury Debt Y 2019-07-02 2019-10-31 2019-10-31 N N N 0.0216 99992508.00 99992508.00 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.096000% 9128283T5 N.A. US9128283T52 U.S. Treasury Debt Y 2019-07-02 2020-01-31 2020-01-31 N N N 0.0218 29984173.80 29984173.80 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.129000% 9128284K3 N.A. US9128284K35 U.S. Treasury Debt Y 2019-07-02 2020-04-30 2020-04-30 N N N 0.0221 156897957.85 156897957.85 0.0159 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.141000% 9128285H9 N.A. US9128285H96 U.S. Treasury Debt Y 2019-07-02 2020-10-31 2020-10-31 N N N 0.0225 99858589.00 99858589.00 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828S43 N.A. US912828S430 U.S. Treasury Debt Y 2019-07-15 2019-07-15 2019-07-15 N N N 0.0221 59965973.40 59965973.40 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828T59 N.A. US912828T594 U.S. Treasury Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0211 69775781.60 69775781.60 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828TH3 N.A. US912828TH30 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0224 24971603.00 24971603.00 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828U32 N.A. US912828U329 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0215 96412737.55 96412737.55 0.0097 N Y Y N CREF 2019-07-08 Jon Scott Meissner Jon Scott Meissner Vice President, Accounting, Nuveen